+42.8%
IGV vs FICO
-19.7%
+62.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.1% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -9.9% | +8.4% | -18.4% | -12.0% |
| 3M | -1.2% | -30.5% | +29.3% | +5.2% |
| 6M | +11.3% | -35.7% | +47.1% | +19.1% |
| YTD | -4.0% | -57.2% | +53.2% | +13.7% |
| 1Y | -7.3% | -58.4% | +51.1% | +10.5% |
| 3Y | +42.8% | -24.8% | +67.6% | +24.0% |
| All | +42.8% | -19.7% | +62.5% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FICO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling